I have done this while camping, pretty much any source of fat can be turned into a lamp. Usually we would find a tin can or bottle cap, pour in some squeeze butter or cooking oil, and use any piece of cotton cloth as a wick (I think we used small bundled dry plant stalks once too.)
You can actually just pour rubbing alcohol into a short can (cat food, tuna can, Altoid tin), and prop a cook pot over it. It’s basically like cooking with Sterno.